+132.3%
WDAY vs XYZ
+638.9%
-506.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.6% | -5.1% |
| 7D | -4.4% | -1.0% | -3.4% | -4.1% |
| 30D | +14.7% | -1.7% | +16.4% | +15.5% |
| 3M | +32.4% | +16.7% | +15.6% | +25.4% |
| 6M | +36.9% | +26.9% | +10.0% | +25.5% |
| YTD | -8.8% | +27.1% | -36.0% | -17.4% |
| 1Y | -15.3% | +9.3% | -24.5% | -19.7% |
| 3Y | -21.2% | +42.3% | -63.5% | -38.2% |
| 5Y | -29.5% | -69.3% | +39.8% | -12.4% |
| 10Y | +120.0% | +586.8% | -466.8% | -11.2% |
| All | +132.3% | +638.9% | -506.7% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling